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Numerical integration

  1. Mar 28, 2008 #1

    Can anyone tell me where to find information on how to evalutate a principal value integral numerically? When I say principal value, I mean an integral where a certain point is excluded from the domain of integration. In my case, the integrand is singular in this point.
  2. jcsd
  3. Mar 29, 2008 #2

    Gib Z

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    Homework Helper

    If the excluded point is at c, between a and b, then split the integral as [tex]\int^b_a f(x) dx = \int^b_{c+t} f(x) dx + \int^{c-t}_a f(x) dx [/tex] and let t --> 0.
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